Arena run #60

You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).

{"task": "stage1_universe_scan", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "FLTR_CFD.UK", "name": "FLUTTER ENTERTAINMENT PLC-DI", "sector": "", "last_price": 12305.0, "change_1d_pct": -25.78407720144753, "distance_from_ma200_pct": -37.10737840264257, "distance_from_ma50_pct": -32.350543135250895, "volatility_20d_pct": 128.69185529878447, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IRBT_CFD.US", "name": "IROBOT CORP", "sector": "", "last_price": 0.49, "change_1d_pct": -45.55555555555556, "distance_from_ma200_pct": -85.08802629376588, "distance_from_ma50_pct": -82.85994123408423, "volatility_20d_pct": 786.5727671965057, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CPG_CFD.UK", "name": "", "sector": "", "last_price": 2202.0, "change_1d_pct": -3.16622691292876, "distance_from_ma200_pct": -11.975119419721757, "distance_from_ma50_pct": -5.6971915407383005, "volatility_20d_pct": 75.58872399381154, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BPT_CFD.UK", "name": "", "sector": "", "last_price": 274.2, "change_1d_pct": -5.912225920461179, "distance_from_ma200_pct": -11.483684525527371, "distance_from_ma50_pct": -7.545463557334964, "volatility_20d_pct": 77.69917499624198, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BBOX_CFD.UK", "name": "", "sector": "", "last_price": 166.0, "change_1d_pct": 15.598885793871876, "distance_from_ma200_pct": 15.063751209988908, "distance_from_ma50_pct": 9.510960991667927, "volatility_20d_pct": 57.84262866116462, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AUTO_CFD.UK", "name": "AUTOTRADER GROUP PLC", "sector": "", "last_price": 487.5, "change_1d_pct": -37.876721929835746, "distance_from_ma200_pct": -38.2752275317555, "distance_from_ma50_pct": -34.54270662081388, "volatility_20d_pct": 121.55657728615927, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ICG_CFD.UK", "name": "ICG Plc", "sector": "", "last_price": 1714.0, "change_1d_pct": -16.876818622696412, "distance_from_ma200_pct": -15.871458066903788, "distance_from_ma50_pct": -14.252272815048862, "volatility_20d_pct": 67.97233404982396, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ADJ_CFD.DE", "name": "", "sector": "", "last_price": 0.186, "change_1d_pct": 3.3333333333333437, "distance_from_ma200_pct": -13.132822716233882, "distance_from_ma50_pct": -6.098546042003239, "volatility_20d_pct": 289.85428872043053, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IPR_CFD.PT", "name": "Impresa SGPS SA", "sector": "", "last_price": 0.187, "change_1d_pct": -3.6082474226804107, "distance_from_ma200_pct": 25.51177931404791, "distance_from_ma50_pct": -9.80127339378738, "volatility_20d_pct": 435.30530941050216, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "HIAB_CFD.FI", "name": "", "sector": "", "last_price": 50.85, "change_1d_pct": 0.5934718100890191, "distance_from_ma200_pct": 0.9514049517210132, "distance_from_ma50_pct": 2.1373931725220174, "volatility_20d_pct": 95.89223468715024, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GN_CFD.DK", "name": "", "sector": "", "last_price": 97.18, "change_1d_pct": -9.092609915809168, "distance_from_ma200_pct": -7.089781979356669, "distance_from_ma50_pct": -9.820792255612298, "volatility_20d_pct": 97.13892488265931, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, 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"data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "APO_CFD.US", "name": "", "sector": "", "last_price": 134.76, "change_1d_pct": 6.31952662721893, "distance_from_ma200_pct": -1.6772363394397138, "distance_from_ma50_pct": -4.283926433006558, "volatility_20d_pct": 74.67847082473573, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "COLM_CFD.US", "name": "", "sector": "", "last_price": 62.5, "change_1d_pct": 8.866051210590498, "distance_from_ma200_pct": 9.73565996342729, "distance_from_ma50_pct": 12.066214098467643, "volatility_20d_pct": 110.0219728259903, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LAD_CFD.US", "name": "", "sector": "", "last_price": 336.54, "change_1d_pct": 2.291793313069923, "distance_from_ma200_pct": 4.930704858774293, "distance_from_ma50_pct": 0.9131782043847236, "volatility_20d_pct": 58.57386000925162, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BOY_CFD.UK", "name": "", "sector": "", "last_price": 759.0, "change_1d_pct": 21.927710843373504, "distance_from_ma200_pct": 26.070718696943686, "distance_from_ma50_pct": 16.477642431132388, "volatility_20d_pct": 101.78150509898363, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GLPG_CFD.NL", "name": "", "sector": "", "last_price": 28.14, "change_1d_pct": -0.7757404795486589, "distance_from_ma200_pct": 4.243630775283291, "distance_from_ma50_pct": 0.7129359216629494, "volatility_20d_pct": 77.02536911739296, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GFT_CFD.DE", "name": "", "sector": "", "last_price": 18.96, "change_1d_pct": -1.3373575480043587, "distance_from_ma200_pct": -4.668047706200595, "distance_from_ma50_pct": -2.4607064808069623, "volatility_20d_pct": 64.1358414550162, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "FAST_CFD.US", "name": "", "sector": "", "last_price": 47.18, "change_1d_pct": 1.7029532226773059, "distance_from_ma200_pct": 7.899683939459079, "distance_from_ma50_pct": 10.777697946456666, "volatility_20d_pct": 58.36547691535282, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LAND_CFD.UK", "name": "", "sector": "", "last_price": 656.5, "change_1d_pct": 9.599332220367284, "distance_from_ma200_pct": 10.893575022206159, "distance_from_ma50_pct": 5.268727891963665, "volatility_20d_pct": 67.84943580280434, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GEN_CFD.UK", "name": "", "sector": "", "last_price": 363.0, "change_1d_pct": 11.349693251533743, "distance_from_ma200_pct": -0.8072323824217409, "distance_from_ma50_pct": 5.082033461824809, "volatility_20d_pct": 111.85373896752925, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BATS_CFD.UK", "name": "", "sector": "", "last_price": 4517.0, "change_1d_pct": -0.9647007235255467, "distance_from_ma200_pct": 14.841537301819052, "distance_from_ma50_pct": 5.258472817704307, "volatility_20d_pct": 41.94183879296525, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DOCS_CFD.UK", "name": "", "sector": "", "last_price": 68.35, "change_1d_pct": -8.805870580386932, "distance_from_ma200_pct": -8.608516188727766, "distance_from_ma50_pct": -14.353737234509135, "volatility_20d_pct": 116.53374073151934, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MAN_CFD.US", "name": "", "sector": "", "last_price": 34.93, "change_1d_pct": 0.0, "distance_from_ma200_pct": -5.399897356315753, "distance_from_ma50_pct": 14.207057100258957, "volatility_20d_pct": 98.3451732511559, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}], "output_schema": {"selected_stocks": [{"symbol": "string", "mean_reversion_score": "integer 0-100", "selection_reason": "short, concrete, indicator-based"}], "rejected_common_reasons": ["string"]}}

{
  "selected_stocks": [
    {
      "symbol": "IRBT_CFD.US",
      "selection_reason": "Extreme 1d drop (-46%) far below MAs (-85% MA200, -83% MA50)",
      "mean_reversion_score": 98
    },
    {
      "symbol": "AUTO_CFD.UK",
      "selection_reason": "Sharp 1d drop (-38%) deeply below MAs (-38% MA200, -35% MA50)",
      "mean_reversion_score": 92
    },
    {
      "symbol": "FLTR_CFD.UK",
      "selection_reason": "Strong 1d drop (-26%) below MAs (-37% MA200, -32% MA50)",
      "mean_reversion_score": 88
    },
    {
      "symbol": "FISV_CFD.US",
      "selection_reason": "Deeply below MA200 (-50%), mild 1d rebound from oversold",
      "mean_reversion_score": 82
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Solid 1d drop (-17%) below MAs (-16% MA200, -14% MA50)",
      "mean_reversion_score": 78
    }
  ],
  "rejected_common_reasons": [
    "Insufficient recent downside (change_1d_pct >= 0)",
    "Mild deviation from MAs (dist_ma50_pct > -15 or dist_ma200_pct > -20)",
    "Positive momentum overriding oversold signals"
  ]
}

You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.

{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "AMCX_CFD.US", "qty": 392.67015706806285, "avg_price": 7.64, "last_price": 7.38, "unrealized_pnl": -102.09424083769626, "opened_at": "2026-02-09T15:39:39.370495+00:00"}, {"symbol": "BFAM_CFD.US", "qty": 35.33568904593639, "avg_price": 84.9, "last_price": 83.42, "unrealized_pnl": -52.296819787986, "opened_at": "2026-02-09T15:39:39.370495+00:00"}], "candidates": [{"symbol": "IRBT_CFD.US", "mean_reversion_score": 98, "selection_reason": "Extreme 1d drop (-46%) far below MAs (-85% MA200, -83% MA50)"}, {"symbol": "AUTO_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Sharp 1d drop (-38%) deeply below MAs (-38% MA200, -35% MA50)"}, {"symbol": "FLTR_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Strong 1d drop (-26%) below MAs (-37% MA200, -32% MA50)"}, {"symbol": "FISV_CFD.US", "mean_reversion_score": 82, "selection_reason": "Deeply below MA200 (-50%), mild 1d rebound from oversold"}, {"symbol": "ICG_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Solid 1d drop (-17%) below MAs (-16% MA200, -14% MA50)"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Extreme 1d drop (-46%) far below MAs (-85% MA200, -83% MA50), score 98, strong mean-reversion buy",
        "symbol": "IRBT_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "Sharp 1d drop (-38%) deeply below MAs (-38% MA200, -35% MA50), score 92, strong mean-reversion buy",
        "symbol": "AUTO_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Minor drawdown (-3.4%), no sell signal, hold for potential mean reversion to avoid overtrading",
        "symbol": "AMCX_CFD.US"
      },
      {
        "reason": "Minor drawdown (-1.7%), no sell signal, hold for potential mean reversion to avoid overtrading",
        "symbol": "BFAM_CFD.US"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Buy top 2 mean-reversion candidates (IRBT, AUTO) with extreme oversold signals for clear alpha opportunity. Hold existing positions due to marginal losses and no strong sell signals, adhering to overtrading avoidance and max 2 buys rule. Exposure remains well below leverage limits."
}

{
  "selected_stocks": [
    {
      "symbol": "IRBT_CFD.US",
      "selection_reason": "Extreme 1d drop (-46%) far below MAs (-85% MA200, -83% MA50)",
      "mean_reversion_score": 98
    },
    {
      "symbol": "AUTO_CFD.UK",
      "selection_reason": "Sharp 1d drop (-38%) deeply below MAs (-38% MA200, -35% MA50)",
      "mean_reversion_score": 92
    },
    {
      "symbol": "FLTR_CFD.UK",
      "selection_reason": "Strong 1d drop (-26%) below MAs (-37% MA200, -32% MA50)",
      "mean_reversion_score": 88
    },
    {
      "symbol": "FISV_CFD.US",
      "selection_reason": "Deeply below MA200 (-50%), mild 1d rebound from oversold",
      "mean_reversion_score": 82
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Solid 1d drop (-17%) below MAs (-16% MA200, -14% MA50)",
      "mean_reversion_score": 78
    }
  ],
  "rejected_common_reasons": [
    "Insufficient recent downside (change_1d_pct >= 0)",
    "Mild deviation from MAs (dist_ma50_pct > -15 or dist_ma200_pct > -20)",
    "Positive momentum overriding oversold signals"
  ]
}